c) Suppose you observe the following three bonds. Assume that all bonds are denominated at $100 face value per contract and that they pay their coupons annually. Price Coupon Maturity (years) Bond A 111.42 15 3 Bond B 108.33 15 2 Bond C 116.61 15 1 i) Compute the spot rates ro,1, r0,2 and r0,3. ii) Compute the forward rates r1,2 and r2,3